CALCULATIONS OF RUIN PROBABILITIES CONCERNING WITH CLAIM OCCURRENCES |
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Authors: | Wang Shanshan Zhang Chunsheng Wu Rong |
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Institution: | School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China |
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Abstract: | In this article, we consider the perturbedclassical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved. |
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Keywords: | Probability of ruin the perturbed classical surplus model Oscillation recursive calculation |
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